ABRVX vs. KCEIX
Compare and contrast key facts about ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and Knights of Columbus Long/Short Equity Fund (KCEIX).
ABRVX is managed by ABR. It was launched on Aug 2, 2015. KCEIX is managed by Catholic Investor. It was launched on Dec 1, 2019.
Performance
ABRVX vs. KCEIX - Performance Comparison
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ABRVX vs. KCEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ABRVX ABR Dynamic Blend Equity & Volatility Fund | -2.33% | -0.70% | 11.76% | 8.89% | -27.36% | 15.95% | 49.42% | 2.81% |
KCEIX Knights of Columbus Long/Short Equity Fund | 2.96% | 5.51% | 15.09% | 2.84% | 10.41% | 16.74% | -11.05% | 0.20% |
Returns By Period
In the year-to-date period, ABRVX achieves a -2.33% return, which is significantly lower than KCEIX's 2.96% return.
ABRVX
- 1D
- 2.15%
- 1M
- -2.33%
- YTD
- -2.33%
- 6M
- -1.63%
- 1Y
- 3.14%
- 3Y*
- 4.63%
- 5Y*
- -0.60%
- 10Y*
- 5.55%
KCEIX
- 1D
- -0.08%
- 1M
- 2.47%
- YTD
- 2.96%
- 6M
- 6.37%
- 1Y
- 8.69%
- 3Y*
- 9.62%
- 5Y*
- 9.08%
- 10Y*
- —
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ABRVX vs. KCEIX - Expense Ratio Comparison
ABRVX has a 1.98% expense ratio, which is higher than KCEIX's 1.50% expense ratio.
Return for Risk
ABRVX vs. KCEIX — Risk / Return Rank
ABRVX
KCEIX
ABRVX vs. KCEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and Knights of Columbus Long/Short Equity Fund (KCEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ABRVX | KCEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.40 | -1.10 |
Sortino ratioReturn per unit of downside risk | 0.46 | 2.04 | -1.58 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.28 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 2.72 | -2.36 |
Martin ratioReturn relative to average drawdown | 1.03 | 8.30 | -7.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABRVX | KCEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.40 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 1.30 | -1.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.79 | -0.38 |
Correlation
The correlation between ABRVX and KCEIX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ABRVX vs. KCEIX - Dividend Comparison
ABRVX's dividend yield for the trailing twelve months is around 1.29%, more than KCEIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ABRVX ABR Dynamic Blend Equity & Volatility Fund | 1.29% | 1.26% | 2.07% | 0.00% | 0.00% | 8.33% | 24.49% | 0.80% | 3.95% | 3.26% | 1.29% |
KCEIX Knights of Columbus Long/Short Equity Fund | 1.20% | 1.66% | 2.35% | 2.20% | 7.60% | 0.00% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ABRVX vs. KCEIX - Drawdown Comparison
The maximum ABRVX drawdown since its inception was -29.71%, which is greater than KCEIX's maximum drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for ABRVX and KCEIX.
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Drawdown Indicators
| ABRVX | KCEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.71% | -16.07% | -13.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -3.50% | -7.35% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -7.12% | -22.59% |
Max Drawdown (10Y)Largest decline over 10 years | -29.71% | — | — |
Current DrawdownCurrent decline from peak | -14.71% | -0.31% | -14.40% |
Average DrawdownAverage peak-to-trough decline | -11.44% | -3.55% | -7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 1.15% | +2.65% |
Volatility
ABRVX vs. KCEIX - Volatility Comparison
ABR Dynamic Blend Equity & Volatility Fund (ABRVX) has a higher volatility of 3.18% compared to Knights of Columbus Long/Short Equity Fund (KCEIX) at 1.36%. This indicates that ABRVX's price experiences larger fluctuations and is considered to be riskier than KCEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRVX | KCEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 1.36% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.07% | 3.77% | +3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 6.51% | +5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 7.02% | +5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.64% | 8.07% | +5.57% |